Dialytic clearance of p-cresyl sulfate (pCS) and other protein-bound toxins is limited by diffusive and convective therapies, and only a few studies have examined how to improve their removal by adsorptive membranes. This study tested the hypothesis that high-flux polymethylmethacrylate (PMMA) dialysis membranes with adsorptive capacity increase pCS removal compared to polysulfone membranes, in a postdilution on-line hemodiafiltration (OL-HDF) session. Thirty-five stable hemodialysis patients randomly completed a single study of 4 h OL-HDF with PMMA (BG2.1U, Toray^®, Tokyo, Japan) and polysulfone (TS2.1, Toray^®) membranes. The primary endpoint was serum pCS reduction ratios (RRs) obtained with each dialyzer. Secondary outcomes included RRs of other solutes such as β2-microglobulin, the convective volume obtained after each dialysis session, and the dialysis dose estimated by ionic dialysance (Kt) and urea kinetics (Kt/V). The RRs for pCS were higher with the PMMA membrane than those obtained with polysulfone membrane (88.9% vs. 58.9%; p < 0.001), whereas the β2-microglobulin RRs (67.5% vs. 81.0%; p < 0.001), Kt (60.2 ± 8.7 vs. 65.5 ± 9.4 L; p = 0.01), Kt/V (1.9 ± 0.4 vs. 2.0 ± 0.5; p = 0.03), and the convection volume (18.8 ± 2.8 vs. 30.3 ± 7.8 L/session; p < 0.001) were significantly higher with polysulfone membrane. In conclusion, pCS removal by OL-HDF was superior with high-flux PMMA membranes, appearing to be a good dialysis strategy for improving dialytic clearance of pCS, enabling an acceptable clearance of β2-microglobulin and small solutes.